+595.9%
DIA vs SSNC
+1,082.2%
-486.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -1.5% | +6.0% | -7.6% | -3.5% |
| 3M | +3.8% | +21.0% | -17.2% | -3.4% |
| 6M | +10.3% | +12.1% | -1.8% | +5.2% |
| YTD | +12.1% | -3.2% | +15.3% | +12.2% |
| 1Y | +18.6% | -4.4% | +23.0% | +19.0% |
| 3Y | +60.6% | +51.6% | +9.0% | +36.1% |
| 5Y | +64.4% | +21.1% | +43.3% | +48.6% |
| 10Y | +250.1% | +177.7% | +72.4% | +138.9% |
| All | +595.9% | +1,082.2% | -486.3% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling